Round up the lady's daughters (4)
I believe the answer is:
herd
'round up' is the definition.
(as in herding or rounding up sheep)
'lady's daughters' is the wordplay.
'lady' becomes 'her' (her refers to a woman).
'daughters' becomes 'd' (genealogical abbreviation for daughters).
'her'+'d'='HERD'
'the' is the link.
(Other definitions for herd that I've seen before include "A collection of livestock" , "pack" , "Large group of animals" , "13 Down group" , "Drive" .)